I do the breathe in-hold-breathe out and try to feel myself going deeper and deeper but I don't think I'm ever entering a trance, what could be missing...or am I in a trance and just not realize it
Meditation is like a muscle; the more you use it the stronger it gets. Keep practicing and it will get easier and easier to enter a trance state. You can state positive affirmations every time you sit down to meditate like, "In a positive manner for me, entering a trance is always fun and easy."
Telltale signs that you are in a trance are listed on the Joy of Satan website:
"A trance feels like: Everything gets quieter and you feel like you are in a much bigger place. There is a very slight humming feeling in your body. Everything feels different. It feels a bit like putting a cardboard box over your head in the dark, you can feel the atmosphere change. It’s like everything goes fuzzy or slightly blurred. Any sharp noises, while in trance are painful."
I had made a video in regards to entering a trance.
I also suggest methods to experiment with it.
There are also links in the description of the video for further information.